Article
Publicly Available
Frontmatter
Published/Copyright:
June 1, 2014
Published Online: 2014-6-1
Published in Print: 2014-6-1
© 2014 by Walter de Gruyter Berlin/Boston
Articles in the same Issue
- Frontmatter
- Rare event simulation for diffusion processes via two-stage importance sampling
- High performance computing in quantitative finance: A review from the pseudo-random number generator perspective
- An efficient Monte Carlo solution for problems with random matrices
- The criterion of hypothesis testing on the covariance function of a Gaussian stochastic process
- A numerical algorithm for fully nonlinear HJB equations: An approach by control randomization
Articles in the same Issue
- Frontmatter
- Rare event simulation for diffusion processes via two-stage importance sampling
- High performance computing in quantitative finance: A review from the pseudo-random number generator perspective
- An efficient Monte Carlo solution for problems with random matrices
- The criterion of hypothesis testing on the covariance function of a Gaussian stochastic process
- A numerical algorithm for fully nonlinear HJB equations: An approach by control randomization
